PREDICTIVE ANALYTICS FOR CRUDE OIL PRICE USING RNN�LSTM NEURAL NETWORK

Predictions on stock market prices are a great challenge due to the fact that it is an immensely complex, chaotic and dynamic environment. There are many studies from various areas aiming to take on that challenge and Machine Learning approaches have been the focus of many of them. There are m...

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Main Author: Zaidi, Ahmad Naqib
Format: Final Year Project
Language: English
Institution: Universiti Teknologi Petronas
Record Id / ISBN-0: utp-utpedia.20882 /
Published: IRC 2019
Subjects:
Q Science (General)
Online Access: http://utpedia.utp.edu.my/20882/1/Ahmad%20Naqib_23014.pdf
http://utpedia.utp.edu.my/20882/
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id utp-utpedia.20882
recordtype eprints
spelling utp-utpedia.208822021-09-09T19:58:13Z http://utpedia.utp.edu.my/20882/ PREDICTIVE ANALYTICS FOR CRUDE OIL PRICE USING RNN�LSTM NEURAL NETWORK Zaidi, Ahmad Naqib Q Science (General) Predictions on stock market prices are a great challenge due to the fact that it is an immensely complex, chaotic and dynamic environment. There are many studies from various areas aiming to take on that challenge and Machine Learning approaches have been the focus of many of them. There are many examples of Machine Learning algorithms been able to reach satisfactory results when doing that type of prediction. This article studies the usage of LSTM networks on that scenario, to predict future trends of stock prices based on the price history, alongside with technical analysis indicators. For that goal, a prediction model was built, and a series of experiments were executed and theirs results analyzed against a number of metrics to assess if this type of algorithm presents and improvements when compared to other Machine Learning methods and investment strategies. The results that were obtained are promising, predicting if the price of a particular stock is going to go up or not in the near future. IRC 2019-09 Final Year Project NonPeerReviewed application/pdf en http://utpedia.utp.edu.my/20882/1/Ahmad%20Naqib_23014.pdf Zaidi, Ahmad Naqib (2019) PREDICTIVE ANALYTICS FOR CRUDE OIL PRICE USING RNN�LSTM NEURAL NETWORK. IRC, Universiti Teknologi PETRONAS. (Submitted)
institution Universiti Teknologi Petronas
collection UTPedia
language English
topic Q Science (General)
spellingShingle Q Science (General)
Zaidi, Ahmad Naqib
PREDICTIVE ANALYTICS FOR CRUDE OIL PRICE USING RNN�LSTM NEURAL NETWORK
description Predictions on stock market prices are a great challenge due to the fact that it is an immensely complex, chaotic and dynamic environment. There are many studies from various areas aiming to take on that challenge and Machine Learning approaches have been the focus of many of them. There are many examples of Machine Learning algorithms been able to reach satisfactory results when doing that type of prediction. This article studies the usage of LSTM networks on that scenario, to predict future trends of stock prices based on the price history, alongside with technical analysis indicators. For that goal, a prediction model was built, and a series of experiments were executed and theirs results analyzed against a number of metrics to assess if this type of algorithm presents and improvements when compared to other Machine Learning methods and investment strategies. The results that were obtained are promising, predicting if the price of a particular stock is going to go up or not in the near future.
format Final Year Project
author Zaidi, Ahmad Naqib
author_sort Zaidi, Ahmad Naqib
title PREDICTIVE ANALYTICS FOR CRUDE OIL PRICE USING RNN�LSTM NEURAL NETWORK
title_short PREDICTIVE ANALYTICS FOR CRUDE OIL PRICE USING RNN�LSTM NEURAL NETWORK
title_full PREDICTIVE ANALYTICS FOR CRUDE OIL PRICE USING RNN�LSTM NEURAL NETWORK
title_fullStr PREDICTIVE ANALYTICS FOR CRUDE OIL PRICE USING RNN�LSTM NEURAL NETWORK
title_full_unstemmed PREDICTIVE ANALYTICS FOR CRUDE OIL PRICE USING RNN�LSTM NEURAL NETWORK
title_sort predictive analytics for crude oil price using rnn�lstm neural network
publisher IRC
publishDate 2019
url http://utpedia.utp.edu.my/20882/1/Ahmad%20Naqib_23014.pdf
http://utpedia.utp.edu.my/20882/
_version_ 1741195676874702848
score 11.62408

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